Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,259 CHF | 501,759 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,027 CHF | 501,527 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 499,714 | 500,000 | 498,390 CHF | 501,175 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,439 CHF | 500,939 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,231 CHF | 501,731 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,950 CHF | 501,450 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,407 CHF | 501,907 CHF | 99.25% | 99.25% |
11/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,194 CHF | 502,694 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,128 CHF | 502,628 CHF | 83.12% | 83.12% |
07/11/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,281 CHF | 502,781 CHF | 99.90% | 99.90% |